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We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…

Probability · Mathematics 2020-03-10 James B. Martin

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

Probability · Mathematics 2012-11-30 Amarjit Budhiraja , Arka Ghosh , Xin Liu

Efficiently exploiting servers in data centers requires performance analysis methods that account not only for the stochastic nature of demand but also for server heterogeneity. Although several recent works proved optimality results for…

Networking and Internet Architecture · Computer Science 2021-09-03 Mark van der Boor , Céline Comte

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

Probability · Mathematics 2014-06-03 Anatolii A. Puhalskii

In recent years a number of models involving different compatibilities between jobs and servers in queueing systems, or between agents and resources in matching systems, have been studied, and, under Markov assumptions and appropriate…

Performance · Computer Science 2020-06-11 Kristen Gardner , Rhonda Righter

A Large Deviation Principle (LDP) is established for the stationary distribution of the number of customers in a many--server queue in heavy traffic for a moderate deviation scaling akin to the Halfin--Whitt regime. The interarrival and…

Probability · Mathematics 2025-12-17 Anatolii A. Puhalskii

We present an analysis of large-scale load balancing systems, where the processing time distribution of tasks depends on both the task and server types. Our study focuses on the asymptotic regime, where the number of servers and task types…

Probability · Mathematics 2023-06-19 Zhisheng Zhao , Debankur Mukherjee

This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…

Probability · Mathematics 2020-04-21 Onno Boxma , Mariska Heemskerk , Michel Mandjes

We consider a single server queue which has a threshold to change its arrival process and service speed by its queue length, which is referred to as a two-level single server queue. This model is motivated by an energy saving problem for a…

Probability · Mathematics 2025-05-28 Masakiyo Miyazawa

The basic adjoint relationship (BAR) approach is an analysis technique based on the stationary equation of a Markov process. This approach was introduced to study heavy-traffic, steady-state convergence of generalized Jackson networks in…

Probability · Mathematics 2024-01-15 Anton Braverman , J. G. Dai , Masakiyo Miyazawa

In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…

Probability · Mathematics 2018-12-07 Abhishek , Rudesindo Núñez Queija , Marko Boon

We consider a stochastic network with mobile users in a heavy-traffic regime. We derive the scaling limit of the multi-dimensional queue length process and prove a form of spatial state space collapse. The proof exploits a recent result by…

Probability · Mathematics 2013-05-24 Sem Borst , Florian Simatos

In large-scale distributed systems, balancing the load in an efficient way is crucial in order to achieve low latency. Recently, some load balancing policies have been suggested which are able to achieve a bounded maximum queue length in…

Performance · Computer Science 2022-01-12 Tim Hellemans , Grzegorz Kielanski , Benny Van Houdt

A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…

Probability · Mathematics 2012-04-30 Weining Kang , Kavita Ramanan

We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual…

Probability · Mathematics 2022-04-13 Rami Atar , Eyal Castiel , Yonatan Shadmi

In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears…

Probability · Mathematics 2016-09-20 David F. Anderson , Simon L. Cotter

This paper studies a 2-class, 2-server parallel server system under the recently introduced extended heavy traffic condition, which states that the underlying 'static allocation' linear program (LP) is critical, but does not require that it…

Optimization and Control · Mathematics 2022-07-19 Rami Atar , Eyal Castiel , Marty Reiman

We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…

Probability · Mathematics 2023-08-29 Ulises Fidalgo

We consider stochastically modeled chemical reaction systems with mass-action kinetics and prove that a product-form stationary distribution exists for each closed, irreducible subset of the state space if an analogous deterministically…

Probability · Mathematics 2010-01-31 David F. Anderson , Gheorghe Craciun , Thomas G. Kurtz

This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…

Probability · Mathematics 2007-05-23 Rami Atar